Day & Time blocker
Posted: 29 Oct 2014 16:06
Hi,
Attached a day and time blocker. This script allows to block a trading day and or hours. Day 1 = monday, day 5 = friday.
This improves the results of various strategies. Hereunder the WHS Morning Buy on the DAX, trading all days.
Hereunder the WHS Morning Buy on the DAX, trading only on tuesdays, wednesdays and thursdays. The equity curve and percentage improves significantly.
Best regards,
WHS Gent
Attached a day and time blocker. This script allows to block a trading day and or hours. Day 1 = monday, day 5 = friday.
This improves the results of various strategies. Hereunder the WHS Morning Buy on the DAX, trading all days.
Hereunder the WHS Morning Buy on the DAX, trading only on tuesdays, wednesdays and thursdays. The equity curve and percentage improves significantly.
Best regards,
WHS Gent